Hi, Isn't "IORange%: 0" IO parameter for this kind of cases? Fred, could you clear this?
Y From: dingo Sent: Wednesday, March 11, 2009 6:22 PM To: [email protected] Subject: Re: [amibroker] Re: OT: Computer recommendation for AB optimizing "This will make it hard for the optimizer to cross the bridge between 1 and 3." Have you verified the above? d On Wed, Mar 11, 2009 at 12:49 PM, [email protected] <[email protected]> wrote: Consider the following code and assume the fitness for mode 2 is much worse than the fitness for modes 1 and 3. This will make it hard for the optimizer to cross the bridge between 1 and 3. What techniques would help to optimize this kind of system? posSizeAlgorithmMode = Optimize("posSizeAlgorithmMode", 1, 1, 3, 1); posScoreAlgorithmMode = Optimize("posScoreAlgorithmMode", 1, 1, 3, 1); Buy = ... Sell = ... if (posSizeAlgorithmMode == 1) PositionSize = PosSizeAlgorithm1(); else if (posSizeAlgorithmMode == 2) PositionSize = PosSizeAlgorithm2(); else PositionSize = PosSizeAlgorithm3(); if (posScoreAlgorithmMode == 1) PositionScore = PosScoreAlgorithm1(); else if (posScoreAlgorithmMode == 2) PositionScore = PosScoreAlgorithm2(); else PositionScore = PosScoreAlgorithm3(); --- In [email protected], dingo <waledi...@...> wrote: > > IMHO - you should do everything you can to be able to run IO. There are ways > to make discontinuous variables continuous for optimizations. Mind posting > an example of yours? > > d > > On Wed, Mar 11, 2009 at 9:33 AM, dingo di...@... wrote: > > > Intel dual core i7 with fast clock - AB only uses 1 core. 3gig mem. Intel > > SLC flash (if you've got the money otherwise WD Raptor). Medium video card. > > > > > > d > > > > On Wed, Mar 11, 2009 at 12:57 AM, ozzyapeman [email protected]: > > > >> I should add that I need to run exhaustive optimizations, as opposed to > >> CMAE or using Fred's IO, as my variables are discontinuous - not traditional > >> indicator-type variables. > >> > >> In my parallel dream life, I run AB Ultra Professional 7.0 on 8 state of > >> the art graphics cards, with thousands of processors, 500,000 times faster > >> than good old AB 5.24. > >> > >> But I digress. ;-) > >> > >> In the real world, what is the best I can do? > >> > >> > >> --- In [email protected], "ozzyapeman" zoopfree@ wrote: > >> > > >> > Now that I am just about trading full time, my main PC has become a > >> dedicated trading computer. That only leaves me with a clunky second PC > >> (6-years old) for doing offline optimizing. And it's waaay too slow. > >> > > >> > So I am in the market for a new PC, and want to get something powerful, > >> but don't want to overpay for stuff that won't be used. For example, 8GB of > >> RAM sounds great, but if WinXP only uses 4GB (or 3?) then I imagine the > >> other 4 GB just goes to waste? > >> > > >> > If I plan to use this PC mainly for offline optimizing and backtesting, > >> what are the recommended specs? I want as much speed as I can possibly get. > >> My optimizations tend to be humongous, taking days on a quad core. > >> > > >> > Any hardware gurus please feel free to chime in: > >> > > >> > - RAM? > >> > - Quad-core vs Eight-core? > >> > - OS? > >> > - HD type (flash vs mechanical)? > >> > - any other hardware/software suggestions for increasing speed? > >> > > >> > Thanks! > >> > > >> > >> > >> > >> > >> ------------------------------------ > >> > >> **** IMPORTANT PLEASE READ **** > >> This group is for the discussion between users only. > >> This is *NOT* technical support channel. > >> > >> TO GET TECHNICAL SUPPORT send an e-mail directly to > >> SUPPORT {at} amibroker.com > >> > >> TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at > >> http://www.amibroker.com/feedback/ > >> (submissions sent via other channels won't be considered) > >> > >> For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: > >> http://www.amibroker.com/devlog/ > >> > >> Yahoo! Groups Links > >> > >> > >> > >> > > > ------------------------------------ **** IMPORTANT PLEASE READ **** This group is for the discussion between users only. This is *NOT* technical support channel. TO GET TECHNICAL SUPPORT send an e-mail directly to SUPPORT {at} amibroker.com TO SUBMIT SUGGESTIONS please use FEEDBACK CENTER at http://www.amibroker.com/feedback/ (submissions sent via other channels won't be considered) For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/ Yahoo! Groups Links
